+2,073.3%
CIEN vs BIDU
+1,407.1%
+666.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | 0.0% |
| 7D | -15.2% | +2.4% | -17.6% | -15.8% |
| 30D | -21.5% | -10.5% | -11.0% | -19.1% |
| 3M | -40.1% | -26.2% | -13.9% | -34.8% |
| 6M | -6.6% | -16.4% | +9.8% | -2.1% |
| YTD | +37.3% | -23.9% | +61.1% | +47.1% |
| 1Y | +174.5% | +1.3% | +173.3% | +170.0% |
| 3Y | +562.3% | -32.1% | +594.4% | +599.4% |
| 5Y | +463.9% | -39.0% | +502.9% | +459.5% |
| 10Y | +1,302.4% | -44.0% | +1,346.4% | +1,171.8% |
| All | +2,073.3% | +1,407.1% | +666.2% | +829.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling